NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 29-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
113.48 |
110.79 |
-2.69 |
-2.4% |
111.82 |
| High |
113.48 |
110.79 |
-2.69 |
-2.4% |
113.50 |
| Low |
113.48 |
110.79 |
-2.69 |
-2.4% |
110.85 |
| Close |
113.42 |
110.79 |
-2.63 |
-2.3% |
112.98 |
| Range |
|
|
|
|
|
| ATR |
1.25 |
1.35 |
0.10 |
7.9% |
0.00 |
| Volume |
306 |
700 |
394 |
128.8% |
908 |
|
| Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.79 |
110.79 |
110.79 |
|
| R3 |
110.79 |
110.79 |
110.79 |
|
| R2 |
110.79 |
110.79 |
110.79 |
|
| R1 |
110.79 |
110.79 |
110.79 |
110.79 |
| PP |
110.79 |
110.79 |
110.79 |
110.79 |
| S1 |
110.79 |
110.79 |
110.79 |
110.79 |
| S2 |
110.79 |
110.79 |
110.79 |
|
| S3 |
110.79 |
110.79 |
110.79 |
|
| S4 |
110.79 |
110.79 |
110.79 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.39 |
119.34 |
114.44 |
|
| R3 |
117.74 |
116.69 |
113.71 |
|
| R2 |
115.09 |
115.09 |
113.47 |
|
| R1 |
114.04 |
114.04 |
113.22 |
114.57 |
| PP |
112.44 |
112.44 |
112.44 |
112.71 |
| S1 |
111.39 |
111.39 |
112.74 |
111.92 |
| S2 |
109.79 |
109.79 |
112.49 |
|
| S3 |
107.14 |
108.74 |
112.25 |
|
| S4 |
104.49 |
106.09 |
111.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.50 |
110.79 |
2.71 |
2.4% |
0.07 |
0.1% |
0% |
False |
True |
366 |
| 10 |
113.50 |
109.65 |
3.85 |
3.5% |
0.09 |
0.1% |
30% |
False |
False |
383 |
| 20 |
113.50 |
98.25 |
15.25 |
13.8% |
0.06 |
0.1% |
82% |
False |
False |
359 |
| 40 |
113.50 |
95.99 |
17.51 |
15.8% |
0.06 |
0.1% |
85% |
False |
False |
400 |
| 60 |
113.50 |
86.06 |
27.44 |
24.8% |
0.11 |
0.1% |
90% |
False |
False |
362 |
| 80 |
113.50 |
84.00 |
29.50 |
26.6% |
0.08 |
0.1% |
91% |
False |
False |
351 |
| 100 |
113.50 |
84.00 |
29.50 |
26.6% |
0.10 |
0.1% |
91% |
False |
False |
356 |
| 120 |
113.50 |
82.95 |
30.55 |
27.6% |
0.08 |
0.1% |
91% |
False |
False |
365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.79 |
|
2.618 |
110.79 |
|
1.618 |
110.79 |
|
1.000 |
110.79 |
|
0.618 |
110.79 |
|
HIGH |
110.79 |
|
0.618 |
110.79 |
|
0.500 |
110.79 |
|
0.382 |
110.79 |
|
LOW |
110.79 |
|
0.618 |
110.79 |
|
1.000 |
110.79 |
|
1.618 |
110.79 |
|
2.618 |
110.79 |
|
4.250 |
110.79 |
|
|
| Fisher Pivots for day following 29-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.79 |
112.14 |
| PP |
110.79 |
111.69 |
| S1 |
110.79 |
111.24 |
|